ARMA Cholesky factor models for the covariance matrix of linear models.

Keunbaik Lee Changryong Baek Michael J. Daniels

Published in: Comput. Stat. Data Anal. (2017)

Keyphrases

linear models
covariance matrix
linear model
linear regression
variable selection
nonlinear models
principal component analysis
gaussian processes
least squares
covariance matrices
machine learning
feature extraction
maximum likelihood
sample size